Which LYS's or craft stores have you visited?
Walmart in NE MPLS had an off brand, No Boundaries yarn on clearance for $1-$2 that I knit into several scarves and a wrap.
Michael's in Robbinsdale carries tons of Paton's SWS soy/wool, Merino Wool, and the new Lion Wool (100% wool). I've been pleased with their selection.
Depth of Field has a clearance loft where you can purchase discontinued or slow selling yarns beginning at 25% off. I purchased 5 balls of Di.Ve' Butterfly (distributed by Cascade) for $17.50, and a skein of self striping mohair for $5, plus some Lamb's Pride. Depth of Field also carries most brands of yarns,except Noro--go figure. I'm saving for some bulky baby Alpaca--ohhh, that is sooo soft. Depth of field also will hold up to 5 balls of yarn for you.
Craft Planet in NE MPLS off Lowry AV has a decent selection of yarn in every price range. I fell in love with their fabrics, too. If you're knitting a felted bag, you have to check out Craft Planet's fabric for lining your bags.
Next on my list: Clickity Sticks, Needlework Unlimited, and Creative Fibers.